Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-02-01 0.201217 0.215549 0.230808 0.248331 0.267987 0.289458 0.314823
2026-02-08 0.180637 0.199188 0.219859 0.244809 0.274394 0.308728 0.352147
2026-02-15 0.171014 0.192968 0.218348 0.250278 0.289997 0.338657 0.404238
2026-02-22 0.160377 0.184126 0.212362 0.249051 0.296478 0.357253 0.443784
2026-03-01 0.151200 0.176045 0.206270 0.246621 0.300524 0.372378 0.479925
2026-03-08 0.142536 0.167843 0.199209 0.242026 0.300823 0.381913 0.508785
2026-03-15 0.135498 0.161153 0.193480 0.238502 0.301912 0.392184 0.539578
2026-03-22 0.132132 0.158879 0.193202 0.242091 0.312960 0.417659 0.597594
2026-03-29 0.130821 0.159120 0.196144 0.250168 0.330996 0.455480 0.682557
2026-04-05 0.126043 0.154470 0.192137 0.247998 0.333387 0.468757 0.726509
2026-04-12 0.122938 0.151885 0.190773 0.249464 0.341334 0.491799 0.792873
2026-04-19 0.117350 0.145659 0.183994 0.242451 0.335250 0.490248 0.810062
2026-04-26 0.111682 0.139240 0.176842 0.234751 0.327941 0.486612 0.824202
2026-05-03 0.107911 0.135302 0.173043 0.231912 0.328341 0.496755 0.870246
2026-05-10 0.106800 0.135014 0.174444 0.237116 0.342532 0.533910 0.986997
2026-05-17 0.103986 0.132189 0.171985 0.236061 0.345845 0.550710 1.059640
2026-05-24 0.101046 0.129066 0.168936 0.233854 0.346900 0.563105 1.124519
2026-05-31 0.097751 0.125317 0.164793 0.229631 0.343979 0.566981 1.167281
2026-06-07 0.094906 0.122126 0.161361 0.226385 0.342579 0.573866 1.221023
2026-06-14 0.093892 0.121564 0.161883 0.229698 0.353581 0.608914 1.373709
2026-06-21 0.093926 0.122530 0.164769 0.237145 0.373116 0.666402 1.630962
2026-06-28 0.091725 0.120093 0.162252 0.235145 0.373987 0.680373 1.738661
2026-07-05 0.090404 0.118929 0.161683 0.236497 0.381659 0.712139 1.935900